Browse "IE-Journal Papers(저널논문)" by Author Glasserman, P
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| Gamma expansion of the Heston stochastic volatility model Glasserman, P; Kim, Kyoung-Kuk, FINANCE AND STOCHASTICS, v.15, no.2, pp.267 - 296, 2011-06 |
| Moment explosions and stationary distributions in affine diffusion models Glasserman, P; Kim, Kyoung-Kuk, MATHEMATICAL FINANCE, v.20, no.1, pp.1 - 33, 2010-01 |
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